USD/TND Historical Replay: 2015-11 to 2016-04
Replay 108 daily bars from November 2015 to April 2016 as USD/TND navigates a 3.5% drawdown around the Fed's first hike. Walk through 19 decision points, make your calls, and receive an AI coach review on simulated training capital only.
108 daily bars · 19 decision points · 2015-11 to 2016-04 · Forex
Key facts
This window spans 150 days with a peak-to-trough drawdown of 3.5% and a 2.8% run-up.
- Max drawdown
- −3.5%
- Max run-up
- +2.8%
- Duration
- 150 days
- Largest single-day move
- −2.4%
- Bars
- 108 Daily bars
- Decision points
- 19
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The US dollar versus the Tunisian dinar occupies a narrow corridor in emerging-market forex, where liquidity thins and policy signals amplify. The period from late 2015 into early 2016 placed this pair in the crossfire of the Federal Reserve's first interest-rate increase in nearly a decade. Traders tracking USD/TND faced a period in which the very structure of global capital flows was being renegotiated, with far-reaching consequences for high-yielding EM currencies.
The replay spans 108 daily bars from 2015-11-06 to 2016-04-04, ending with the close moving from 2.0075 to 2.002, a net decline of -0.3%. Yet the headline number conceals a rougher ride: a maximum drawdown of 3.5% and a largest single-bar move of 2.4% tested positions repeatedly. Navigating 19 decision points, including 7 flagged as critical, demanded that trainees reassess their exposure each time the tape shifted under the weight of Fed communications.
The lesson for decision training lies in separating signal from noise in a policy-driven environment. Students practice calibrating position size when the catalyst is a central-bank announcement rather than organic demand, managing the psychological strain of drawdowns that feel larger than the eventual outcome, and building the discipline to revise views without recency bias. This replay sharpens the ability to act on process rather than react to price, a distinction that separates prepared traders from those simply watching history unfold.
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